+440.7%
AME vs INDA
+115.4%
+325.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +5.9% | +1.1% | +4.8% | +5.2% |
| 30D | -1.9% | +9.4% | -11.3% | -6.9% |
| 3M | -5.4% | +2.9% | -8.3% | -7.1% |
| 6M | +4.9% | +7.2% | -2.3% | +0.6% |
| YTD | +18.5% | -4.8% | +23.3% | +21.4% |
| 1Y | +25.5% | -5.1% | +30.5% | +28.7% |
| 3Y | +63.0% | +16.7% | +46.4% | +46.6% |
| 5Y | +78.3% | +8.8% | +69.5% | +66.2% |
| All | +440.7% | +115.4% | +325.3% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling